+35.8%
XLC vs ALC
-11.2%
+47.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +1.1% |
| 7D | +4.9% | +4.9% | 0.0% | +3.2% |
| 30D | -5.8% | +19.0% | -24.8% | -11.4% |
| 3M | -5.4% | +7.8% | -13.2% | -8.1% |
| 6M | -10.2% | +14.6% | -24.7% | -14.8% |
| YTD | -10.2% | -4.4% | -5.7% | -9.7% |
| 1Y | -5.6% | +1.4% | -7.0% | -7.5% |
| 3Y | +61.0% | +2.5% | +58.5% | +50.3% |
| All | +35.8% | -11.2% | +47.0% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling